+141.1%
XRT vs TMF
-81.8%
+222.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.4% | -3.4% | +1.9% | -1.6% |
| 30D | +9.8% | +11.5% | -1.7% | +10.4% |
| 3M | +3.3% | -4.5% | +7.8% | +3.0% |
| 6M | +13.6% | -15.0% | +28.6% | +12.6% |
| YTD | +9.1% | -19.9% | +28.9% | +7.8% |
| 1Y | +15.1% | -26.6% | +41.6% | +13.1% |
| 3Y | +59.9% | -29.8% | +89.8% | +58.6% |
| 5Y | -1.7% | -88.2% | +86.5% | -24.4% |
| 10Y | +141.1% | -81.4% | +222.5% | +115.1% |
| All | +141.1% | -81.8% | +222.9% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling